-75.5%
NKE vs EXPE
+90.4%
-165.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.4% |
| 7D | -5.5% | -8.7% | +3.1% | -3.3% |
| 30D | -10.4% | -13.6% | +3.2% | -7.0% |
| 3M | -15.8% | +26.6% | -42.5% | -21.4% |
| 6M | -33.4% | +19.9% | -53.4% | -37.1% |
| YTD | -41.0% | -1.7% | -39.3% | -41.8% |
| 1Y | -49.1% | +29.4% | -78.5% | -53.9% |
| 3Y | -59.8% | +155.7% | -215.5% | -71.6% |
| 5Y | -75.5% | +93.1% | -168.5% | -81.3% |
| All | -75.5% | +90.4% | -165.8% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling